+193.9%
WFC vs VEEV
+693.5%
-499.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +2.5% | -0.7% | +3.2% | +2.6% |
| 30D | +7.0% | +1.4% | +5.6% | +6.7% |
| 3M | -1.8% | +19.4% | -21.1% | -4.4% |
| 6M | +18.4% | +93.6% | -75.2% | +7.2% |
| YTD | -5.6% | +35.1% | -40.7% | -10.4% |
| 1Y | +3.9% | +3.4% | +0.5% | +2.3% |
| 3Y | +126.3% | +81.4% | +45.0% | +103.6% |
| 5Y | +91.1% | -5.1% | +96.2% | +83.0% |
| 10Y | +118.5% | +661.2% | -542.7% | +53.7% |
| All | +193.9% | +693.5% | -499.6% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VEEV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling